Derivation of GMM

Derivation of GMM

Derivation of one single-variable gaussian distribution

Considering a generative model, let $P$ denote the generated probability distribution, ${x}_{i=1}^n$ denote the data set, and $\mu$ and $\sigma$ denotes the parameters of a generated Gaussian Distribution. We will go over a max-likelihood process to find the parameters of the generated distribution.